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# Java Algo Developer

- **Company:** Tradeweb Markets LLC
- **Location:** New York, NY, United States (Remote available)
- **Experience:** Expert
- **Salary:** $175,000.0 - $250,000.0
- **Contract:** Permanent contract
- **Skills:** Java (Programming Language), .NET Framework, C Sharp (Programming Language), Data Systems, Software Debugging, Java Virtual Machine (JVM), State Machines, Binance, Non-Uniform Memory Access, Low Latency, Heap (Data Structure), Software Version Control
- **Published:** October 4, 2026
- **Apply:** https://www.themuse.com/jobs/tradeweb/senior-java-algo-developer

## About the Role

* 8+ years building production Java systems, with at least 4 years in latency-sensitive trading infrastructure (HFT, market making, execution algos, low-latency OMS/EMS, or equivalent).
 * Demonstrated JVM optimization for microsecond-to-low-millisecond latency budgets: GC tuning (G1, ZGC, Shenandoah, or Azul Zing), JIT behavior, escape analysis, allocation profiling, and lock-free concurrency primitives.
 * Deep experience with high-performance messaging and IPC - Aeron, Chronicle Queue / Chronicle Map, LMAX Disruptor, or equivalent - and binary wire formats such as SBE, FlatBuffers, or proprietary.
 * Production FIX experience across 4.2, 4.4, 5.0 SP2, and FIXT, with hands-on use of a Java FIX engine (QuickFIX/J, Fix Antenna, or proprietary). Comfortable extending custom tags and managing session-level concerns.
 * Tick-store / time-series market-data systems - capture, persistence, deterministic replay, and use in research and backtesting workflows.
 * Complex-event-processing (CEP) for strategy hosting - instrument lifecycle, order state machines, leg-by-leg synthetic execution, and deterministic strategy containers.
 * Exchange-grade order management and execution - OMS/EMS internals, smart order routing, pre-trade risk (limit checks, fat-finger guards, kill switches), and post-trade reconciliation.
 * Working familiarity with C# / .NET - several adjacent tools in our stack are .NET-based; you can read, debug, and occasionally contribute., * Institutional electronic trading across multiple asset classes - fixed income, listed derivatives, equities, FX, or crypto. Breadth across asset classes is a meaningful plus.
 * Crypto execution experience: spot connectivity (Coinbase, Binance, OKX, Kraken), CEX/DEX routing, perpetual futures, or basis trading across venues.
 * Hands-on colo operations in major financial data centers (e.g., AUR, NY4, LD4, TY3, FR2).
 * Exchange-direct market data and order entry: CME MDP3 / iLink, ICE eFix, Eurex ETI/EOBI, NASDAQ ITCH/OUCH, or equivalent venue-native protocols.
 * Kernel-bypass networking (Solarflare/Onload, DPDK, eBPF) and OS-level tuning - CPU isolation, IRQ pinning, hugepages, NUMA awareness.
 * Experience with deterministic simulation, event-driven backtesting frameworks, and TCA / execution-quality measurement.

## Description

* Own latency and throughput end-to-end - from market-data ingest through strategy decisioning to gateway egress. You set the bar and the budgets, and you measure them.
 * Design and implement new algorithmic order types and synthetic multi-leg execution logic, with fixed income as the current anchor and new asset classes coming online as the roadmap expands.
 * Profile and tune the JVM hot path - GC behavior, allocation patterns, lock-free concurrency, off-heap memory, mechanical sympathy. JFR / async-profiler / flame graphs are daily tools.
 * Operate the algo pipeline - version control, certification harness, backtesting and shadow-trading frameworks, and post-trade analytics for strategy health.
 * Partner with our in-house quant team - translate their signals and research into algorithmic designs and deterministic, production-grade execution code. You don't need to be a quant; you need to work fluently with them.
 * Maintain venue connectivity - FIX-based client gateways, exchange-direct integrations, ECN and venue connectors, and new asset-class connectivity as the platform expands.
 * Modernize legacy services from Java 8 onto current LTS - sequence the migration without disrupting trading flow and bring older modules onto the same standards as the rest of the platform.